Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48063.47 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 45860.63 Kr¶

PnL: ---------------------------------------> -2361.62 Kr¶

DD now: ---------------------------------> -7.699 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:40:49.836173'

Anic Portfolio¶

Today¶

Return: -0.841 %¶

This Week¶

Return: -0.841 %¶

Total¶

Return: 57.347 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -11.000000 812.250000 114.250000 16.370000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -3.530000 700.150000 14.150000 2.060000 686.000016
Tobii Dynavox 109 -1.950000 2735.900000 13.900000 0.510000 2721.999993
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -2.680000 490.000000 5.000000 1.030000 485.000000
MEKO 13 -2.530000 1554.800000 0.800000 0.050000 1554.000006
G5 Entertainment 3 -0.940000 569.400000 -2.600000 -0.450000 572.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
SKF A 3 -4.840000 583.800000 -9.200000 -1.550000 593.000001
ASSA ABLOY B 2 -1.570000 502.600000 -11.400000 -2.220000 514.000000
SKF B 3 -4.950000 584.250000 -11.750000 -1.970000 596.000001
Nordisk Bergteknik B 130 -3.630000 4147.000000 -17.000000 -0.410000 4163.999970
Embracer Group B 14 -5.500000 671.300000 -17.700000 -2.570000 689.000004
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Addnode Group B 6 -4.200000 684.000000 -25.000000 -3.530000 709.000002
Husqvarna A 7 -4.200000 606.200000 -26.800000 -4.230000 632.999997
Loomis 6 -2.640000 2013.000000 -30.000000 -1.470000 2043.000000
Avanza Bank Holding 2 -6.480000 479.000000 -32.000000 -6.260000 511.000000
Husqvarna B 7 -4.020000 607.740000 -32.260000 -5.040000 639.999997
Rejlers B 6 -2.770000 925.200000 -36.800000 -3.830000 961.999998
ITAB Shop Concept 56 -6.150000 649.600000 -41.400000 -5.990000 691.000016
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Swedbank A 3 -3.920000 573.750000 -44.250000 -7.160000 618.000000
Norva24 Group 12 -1.890000 360.960000 -46.290000 -11.370000 407.250000
Lagercrantz Group B 5 -3.370000 559.500000 -47.500000 -7.830000 607.000000
Collector Bank 29 -7.600000 1174.790000 -59.210000 -4.800000 1233.999996
Dustin Group 18 -4.950000 608.760000 -61.240000 -9.140000 669.999996
Mips 1 -3.780000 465.300000 -63.700000 -12.040000 529.000000
Nordea Bank Abp 30 -4.220000 3693.000000 -70.000000 -1.860000 3762.999990
AFRY 3 -3.590000 515.100000 -79.900000 -13.430000 594.999999
Viaplay Group B 4 -6.420000 938.400000 -98.600000 -9.510000 1037.000000
Fastighetsbolaget Emilshus B 23 6.410000 574.890000 -120.110000 -17.280000 694.999993
RVRC Holding 17 -3.950000 545.700000 -137.300000 -20.100000 683.000007
Beijer Alma B 9 -4.250000 1783.800000 -170.200000 -8.710000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.160000 696.300000 -296.700000 -29.880000 992.999997
Camurus 16 -3.580000 3532.800000 -605.200000 -14.630000 4138.000000
TOTAL 45865.930000 -2356.320000 -7.6888% 48222.250041

Updated:¶

'2023-03-13 14:40:18.916357'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶